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Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010188619
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Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan; Su, Liangjun; Zhang, Yonghui - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
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Nonparametric estimation and hypothesis testing in econometric models
Ullah, Aman - In: Empirical economics : a journal of the Institute for … 13 (1988) 3, pp. 223-249
Persistent link: https://www.econbiz.de/10001056251
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Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010178883
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A polynomial distributes lag model with stochastic coefficients and priors
Ullah, A.; Raj, E. - In: Empirical economics : a journal of the Institute for … 5 (1981) 3/4, pp. 219-232
Persistent link: https://www.econbiz.de/10003660317
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A polynomial distributed lag model with stochastic coefficients and priors
Ullah, A.; Raj, B. - In: Empirical economics : a journal of the Institute for … 5 (1980) 3/4, pp. 219-232
Persistent link: https://www.econbiz.de/10002938797